Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,744 CHF | 505,244 CHF | 98.77% | 98.77% |
19/11/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,429 CHF | 506,979 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,577 CHF | 506,127 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,009 CHF | 504,558 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,223 CHF | 504,773 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,431 CHF | 502,981 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,276 CHF | 504,826 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,726 CHF | 505,276 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,875 CHF | 503,375 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,128 CHF | 505,678 CHF | 99.23% | 99.23% |